The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The importance of importance sampling
Computing in Science and Engineering
Scientific Computing: An Introductory Survey
Scientific Computing: An Introductory Survey
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Monte Carlo methods use sampling to produce approximate solutions to problems for which other methods aren't practical. In this homework assignment, we study three uses of Monte Carlo methods: for function minimization, discrete optimization, and counting.